Transcription of 163-2012: Comparing Stock Returns Forecasting …
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163-2012: Comparing Stock Returns Forecasting …
SAS Global Forum 2012 Operations Research Paper 163- 2012 . Comparing Stock Returns Forecasting Methods Using SAS . Wei Wang, University of Arizona, Tucson, AZ. Arthur Li, City of Hope National Cancer Center, Duarte, CA. ABSTRACT. The accuracy of Forecasting Stock Returns is the key component to generating profits on Wall Street. There are many methods to Forecasting Stock Returns . Almost all the data mining methods are concerned with creating analytical models that are based on historical data trends. Choosing the best Forecasting method is essential to obtaining fruitful Stock Returns . SAS provides a flexible platform that allows one to easily compare different Forecasting methods. In this paper, we compare three most- commonly-used technical trading methods (Moving Average, Relative Strength Index, and Bollinger Bands) by using SAS based on historical stocks from 1980 to 2010. All the calculations are performed by utilizing the DATA step or SAS macros.
1 Paper 163-2012 Comparing Stock Return s Forecasting Methods Using SAS® Wei Wang, University of Arizona, Tucson, AZ Arthur Li, …
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